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Volatility smile dynamics in scenario analysis
Sundkvist, Kim (contributor); Söderman, Ronnie (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
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Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
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Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977